VANGUARD TOTAL Mean Deviation
| VITSX Fund | | | USD 176.26 2.49 1.43% |
The mean deviation of the equity instrument is the first measure of the distances between each value of security historical prices and the mean. It gives us an idea of how spread out from the center the distribution of returns. Below is VANGUARD TOTAL's current Mean Deviation with peer comparisons and related risk metrics.
Current Mean Deviation Value
VANGUARD TOTAL has a Mean Deviation of 0.7584, indicating low price variability. This places VANGUARD TOTAL at the lower end of the volatility range for Mutual Fund Funds.
Mean Deviation | = | SUM(RET DEV)N |
| = | 0.7584 | |
| SUM | = | Summation notation |
| RET DEV | = | Sum of return deviations of VANGUARD TOTAL |
| N | = | Number of calculation points for selected time horizon |
Mean Deviation Peers Comparison
VANGUARD TOTAL falls below the 0.82 peer average for Mean Deviation. Vanguard Total International leads at 1.07 while Vanguard Balanced Index registers the lowest at 0.5029. VANGUARD TOTAL has exhibited less price dispersion than the peer average over the measured period.
Mean Deviation Relative To Other Indicators
The chart below plots Mean Deviation against Maximum Drawdown for Vanguard Total and its peers. Each point represents one equity — position along the horizontal axis shows Mean Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
VANGUARD TOTAL's Maximum Drawdown of
3.86 runs about
5.09 times its Mean Deviation of
0.76 . This indicates Maximum Drawdown substantially exceeds Mean Deviation for VANGUARD TOTAL.
Methodology, Assumptions & Data Sources
VANGUARD TOTAL has a current Mean Deviation reading of 0.7584. VANGUARD TOTAL's Mean Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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